Which of the following is NOT a determinant of the risk of a portfolio? A. The...

Which of the following is NOT a determinant of the risk of a portfolio?

A. The amount of money invested in each asset in the portfolio.

B. The degree to which the returns of the assets in the portfolio move together.

C. The expected returns on the individual assets in the portfolio.

D. The number of assets in the portfolio.

E. Both C & D.

Expert Solution

Ans C. The expected returns on the individual assets in the portfolio.

The expected returns on the individual assets in the portfolio is NOT a determinant of the risk of a portfolio.

jeff jeffy answered 2 years ago

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